3 essba0o
3
Read A & P into store
Orthogonalise A by making all rows but first
orthogonal to first row and then:-
all rows but first two orthogonal to 2nd row
all rows but first three orthogonal to 5rd row,and so on.
Make each row of P orthogonal in turn to each row of A
Read B & Q into store, allowing B to overwrite A
Orthogonalise B as in (b)
Make each row of P orthogonal in turn to each row of B
Make each row of Q orthogonal in turn to each row of P
(P now no longer needed).
Make each row of Q orthogonal int urn to each |
row of B |
Read C & R into store, allowing C to overwrite B,
and so on,
Meanwhile, one will have been accumulating the result vector, x,
"na.
in the fashion shown above; it will be seen that by this
two steps forward, one step back" method, one can invert quite
a large matrix, without back solution, and while holding only
parts of
it in store at a time.